Friday, December 18, 2020

Market Data: Week Ending December 18, 2020

Market Index/Data12/31/201912/18/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4430,179.05132.685.75%
S&P 500 Index3,230.783,709.4145.9514.81%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.95%0.05%-50.52%
5 yr T-note Yld1.69%0.39%0.02%-76.92%
5 yr TIPS - 'Real' Yld0.01%-1.53%-0.08%
Implied 5 yr Inflation %1.68%1.92%0.10%14.29%
2 yr T-note Yld1.58%0.13%0.02%-91.77%
2-10 Yr Slope0.34%0.82%0.03%141.18%
90 day T-bill Yld1.55%0.08%0.00%-94.84%
Gold ($/oz)$1,523.10$1,888.90$45.3024.02%
WTI Oil ($/brl)$61.06$49.24$2.67-19.36%
VIX "Worry Index"13.7821.57-1.7456.53%
NYSE Bullish % Index67.4777.450.929.98





Credit Data 12/31/2019 12/18/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.24%0.01%-22.49%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.19%-0.05%-12.18%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701290-40320

Friday, December 11, 2020

Market Data: Week Ending December 11, 2020

Market Index/Data12/31/201912/11/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4430,046.37-171.895.28%
S&P 500 Index3,230.783,663.46-35.6613.39%
Fed Funds Rate1.55%0.09%0.00%-94.19%
10 yr T-note Yld1.92%0.90%-0.07%-53.13%
5 yr T-note Yld1.69%0.37%-0.05%-78.11%
5 yr TIPS - 'Real' Yld0.01%-1.45%-0.04%
Implied 5 yr Inflation %1.68%1.82%-0.01%8.33%
2 yr T-note Yld1.58%0.11%-0.05%-93.04%
2-10 Yr Slope0.34%0.79%-0.02%132.35%
90 day T-bill Yld1.55%0.08%-0.01%-94.84%
Gold ($/oz)$1,523.10$1,843.60$3.6021.04%
WTI Oil ($/brl)$61.06$46.57$0.31-23.73%
VIX "Worry Index"13.7823.312.5269.16%
NYSE Bullish % Index67.4776.53-0.099.06





Credit Data 12/31/2019  12/11/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.23%-0.01%-22.84%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.24%0.00%-11.34%
Invest. Gr. to 10 yr T-Note Spread (x 10)970133060360

Saturday, December 5, 2020

Market Data: Week Ending December 4, 2020

 

Market Index/Data12/31/201912/4/2020Week ChangeSimple YTD
Dow Industrials Avg28,538.4430,218.26307.895.89%
S&P 500 Index3,230.783,699.1260.7714.50%
Fed Funds Rate1.55%0.09%0.01%-94.19%
10 yr T-note Yld1.92%0.97%0.13%-49.48%
5 yr T-note Yld1.69%0.42%0.05%-75.15%
5 yr TIPS - 'Real' Yld0.01%-1.41%-0.11%
Implied 5 yr Inflation %1.68%1.83%0.16%8.93%
2 yr T-note Yld1.58%0.16%0.00%-89.87%
2-10 Yr Slope0.34%0.81%0.13%138.24%
90 day T-bill Yld1.55%0.09%0.00%-94.19%
Gold ($/oz)$1,523.10$1,840.00$51.9020.81%
WTI Oil ($/brl)$61.06$46.26$0.73-24.24%
VIX "Worry Index"13.7820.79-0.0550.87%
NYSE Bullish % Index67.4776.62-0.319.15





Credit Data 12/31/2019  12/4/2020Week ChangeSimple YTD
iShares Agg. Bond ETF Yield (AGG)2.89%2.24%0.01%-22.49%
SPDR High Yld Credit ETF Yield (JNK)5.91%5.24%-0.03%-11.34%
Invest. Gr. to 10 yr T-Note Spread (x 10)9701270-120300